Linearity kernel test
Journal Title: Acta Universitatis Nicolai Copernici, Ekonomia - Year 2012, Vol 43, Issue 2
Abstract
The aim of this paper is to presents the results of simulation studies of size and power of the kernel linearity test, which belongs to a class of nonparametric tests. Simulation survey was carried out for linear and nonlinear models estimated by Ordinary Least Squares Method and Maximum Likelihood Method. The obtained results were compared with results of similar simulations for the RESET test, flexible Hamilton test and BDS test.
Authors and Affiliations
Dominik Sliwicki
Keywords
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